+50.3%
FANG vs PEGA
+52.0%
-1.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +1.3% |
| 7D | +1.2% | -5.3% | +6.5% | +1.5% |
| 30D | +2.4% | +8.3% | -5.9% | +1.9% |
| 3M | +5.1% | +8.9% | -3.9% | +4.4% |
| 6M | +16.4% | -19.7% | +36.1% | +18.0% |
| YTD | +39.0% | -39.9% | +78.9% | +44.5% |
| 1Y | +50.6% | -36.4% | +87.0% | +55.0% |
| All | +50.3% | +52.0% | -1.8% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling